3 PhD student positions in the project

Two-dimensional models in queues and risk

In the framework of the project "Two-dimensional models in queues and risk",
funded by the Dutch Research Foundation NWO,
there are PhD positions available
in CWI, TU Eindhoven and the University of Amsterdam in The Netherlands.

This research proposal is concerned with two, related,
areas of applied probability:
queueing theory and insurance risk. In both areas, one-dimensional stochastic processes are well understood.
However, in queueing theory one is usually faced with a network of interconnected and interacting resources,
or with several classes of interacting customers;
and thus one needs to study multidimensional stochastic processes.
Similarly, in insurance risk one often needs to study several, related, books of a company,
and the capitals of different companies are often linked via reinsurance contracts -- again
giving rise to multidimensional stochastic processes.
In both areas, only few two- or higher-dimensional systems have allowed an exact analysis.
Our main goal is to develop mathematical tools for the analysis
of two-dimensional stochastic processes, and thus get a much deeper
insight into the intricate interactions which occur in, e.g., queueing systems and insurance risk processes.
The project is methodologically  oriented. We shall develop three sets of methods, viz.,
T1: exact analytic methods;
T2: asymptotic techniques (heavy traffic);
and T3: rare-event analysis and simulation.
Important problem instances are coupled/parallel processors and their counterpart in insurance risk,
and Ornstein-Uhlenbeck processes.

o Job requirements:
Candidates are expected to be fluent in English, both oral and in writing, 
and have an excellent background in (applied) mathematics, as evidenced by 
an MSc degree in preferably (applied) mathematics, or possibly econometrics,
operations research or electrical engineering.
Strong knowledge of applied probability and analysis is highly desirable.

o Terms of employment:
PhD candidates are appointed as temporary university employees for a 
four-year period (based on an initial one-year contract, with a three-year extension
after a positive evaluation as to whether the research is expected to 
result in a PhD degree after four years).
The terms of employment are governed by the Collective Labor Agreement of 
Universities in The Netherlands, with a monthly salary starting at 2083 Euro
in the first year, and increasing to 2664 Euro in the fourth year, and an 
additional 8% holiday allowance and 8% end-of-year bonus.
For further details, please refer, e.g., to
http://w3.tue.nl/en/services/dpo/conditions_of_employment/tue_conditions_of_employment/

o Information:
For further information, please contact one of the following persons:
Prof.dr.ir. Onno Boxma (<a href="/cgi-bin/wa-jisc.exe?LOGON=A3%3Dind1402%26L%3DALLSTAT%26E%3Dbase64%26P%3D2199144%26B%3D--_002_9D42B7C9F1941241BF38BA0BB425021E1CBF38EX0MB0lancslocal_%26T%3Dtext%252Fplain%3B%2520name%3D%2522advertise.txt%2522%26N%3Dadvertise.txt%26attachment%3Dq" target="_parent" >[log in to unmask]</a>)
Prof.dr. Michel Mandjes (<a href="/cgi-bin/wa-jisc.exe?LOGON=A3%3Dind1402%26L%3DALLSTAT%26E%3Dbase64%26P%3D2199144%26B%3D--_002_9D42B7C9F1941241BF38BA0BB425021E1CBF38EX0MB0lancslocal_%26T%3Dtext%252Fplain%3B%2520name%3D%2522advertise.txt%2522%26N%3Dadvertise.txt%26attachment%3Dq" target="_parent" >[log in to unmask]</a>)
Prof.dr. Sindo Nunez Queija (<a href="/cgi-bin/wa-jisc.exe?LOGON=A3%3Dind1402%26L%3DALLSTAT%26E%3Dbase64%26P%3D2199144%26B%3D--_002_9D42B7C9F1941241BF38BA0BB425021E1CBF38EX0MB0lancslocal_%26T%3Dtext%252Fplain%3B%2520name%3D%2522advertise.txt%2522%26N%3Dadvertise.txt%26attachment%3Dq" target="_parent" >[log in to unmask]</a>)
Prof.dr. Bert Zwart (<a href="/cgi-bin/wa-jisc.exe?LOGON=A3%3Dind1402%26L%3DALLSTAT%26E%3Dbase64%26P%3D2199144%26B%3D--_002_9D42B7C9F1941241BF38BA0BB425021E1CBF38EX0MB0lancslocal_%26T%3Dtext%252Fplain%3B%2520name%3D%2522advertise.txt%2522%26N%3Dadvertise.txt%26attachment%3Dq" target="_parent" >[log in to unmask]</a>)

o Application:
In order to apply, please send a detailed curriculum vitae, along with a
brief cover letter motivating your interest, to one of the above-mentioned persons.

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